Strategy Tester Report
SimbaSystemM1v1.2.d

SymbolGBPUSD (Great Britan vs US Dollar)
Period5 Minutes (M5) 2006.01.02 00:50 - 2007.03.09 22:55 (2006.01.01 - 2007.03.11)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStopAfterNoTrades=false; MA_Type=1; JMA_HMA_Period=13; JMA_Phase=0; UseSATLFilter=true; AllowReentries=false; WPR_Period=90; ChandDist_Min=35; ChandDist_Max=100; TPPips=355; LotSize=1; MaximumRisk=0; pips=10; check_spread=false; spread_limit=6; wpr_top_limit=-5; wpr_bottom_limit=-95; atr_for_tp=false; atr_period=106; atr_divider=4; use_chandelier_if_touched=false;
Bars in test87412Ticks modelled1823435Modelling quality90.00%
Initial deposit5000.00
Total net profit17335.67Gross profit34506.01Gross loss-17170.34
Profit factor2.01Expected payoff234.27
Absolute drawdown0.00Maximal drawdown2789.63 (21.47%)Relative drawdown26.76% (2224.97)
Total trades74Short positions (won %)33 (33.33%)Long positions (won %)41 (41.46%)
Profit trades (% of total)28 (37.84%)Loss trades (% of total)46 (62.16%)
Largestprofit trade3587.30loss trade-1000.01
Averageprofit trade1232.36loss trade-373.27
Maximumconsecutive wins (profit in money)4 (6858.20)consecutive losses (loss in money)8 (-1794.98)
Maximalconsecutive profit (count of wins)6858.20 (4)consecutive loss (count of losses)-2224.97 (5)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 14:25buy11.001.72620.00001.7621
22006.01.05 10:00close11.001.75230.00001.76212599.207599.20
32006.01.09 01:30buy21.001.76820.00001.8041
42006.01.10 04:00close21.001.76500.00001.8041-322.707276.50
52006.01.16 07:00buy31.001.77540.00001.8113
62006.01.16 12:00close31.001.77020.00001.8113-520.006756.50
72006.01.17 20:35sell41.001.76460.00001.7295
82006.01.18 00:00close41.001.76870.00001.7295-409.616346.89
92006.01.23 10:00buy51.001.77500.00001.8109
102006.01.25 23:00close51.001.78370.00001.8109864.607211.49
112006.01.27 10:45sell61.001.78120.00001.7461
122006.01.27 15:00close61.001.78630.00001.7461-509.996701.50
132006.02.03 00:45buy71.001.77840.00001.8143
142006.02.03 11:00close71.001.77530.00001.8143-310.006391.50
152006.02.06 01:25sell81.001.76360.00001.7285
162006.02.10 04:00close81.001.74440.00001.72851922.408313.90
172006.02.20 09:30buy91.001.74300.00001.7789
182006.02.22 12:00close91.001.74100.00001.7789-205.398108.51
192006.02.27 17:40sell101.001.74170.00001.7066
202006.02.28 12:00close101.001.74720.00001.7066-549.587558.93
212006.03.01 08:50buy111.001.75370.00001.7896
222006.03.01 18:00close111.001.74720.00001.7896-650.006908.93
232006.03.08 03:00sell121.001.73700.00001.7019
242006.03.08 09:00close121.001.74160.00001.7019-460.006448.93
252006.03.13 00:55sell131.001.72760.00001.6925
262006.03.13 18:00close131.001.73120.00001.6925-360.006088.93
272006.03.14 08:45buy141.001.73450.00001.7704
282006.03.15 11:00close141.001.74230.00001.7704777.306866.23
292006.03.16 05:30buy151.001.74670.00001.7826
302006.03.17 16:00close151.001.75310.00001.7826637.307503.53
312006.03.22 00:00sell161.001.74870.00001.7136
322006.03.24 16:00close161.001.73760.00001.71361111.608615.13
332006.04.19 07:30buy171.001.78130.00001.8172
342006.04.20 11:00close171.001.78410.00001.8172271.918887.04
352006.04.21 03:55sell181.001.77930.00001.7442
362006.04.21 11:00close181.001.78180.00001.7442-250.008637.04
372006.04.28 03:30buy191.001.80120.00001.8371
382006.05.01 15:12t/p191.001.83710.00001.83713587.3012224.34
392006.05.05 03:40buy201.001.85110.00001.8870
402006.05.08 16:00close201.001.85880.00001.8870767.3112991.65
412006.05.15 08:30buy211.001.89280.00001.9287
422006.05.15 11:00close211.001.88470.00001.9287-810.0112181.64
432006.05.19 05:55buy221.001.89030.00001.9262
442006.05.19 10:00close221.001.88030.00001.9262-1000.0011181.64
452006.05.19 21:15sell231.001.87800.00001.8429
462006.05.22 16:00close231.001.87790.00001.842910.3911192.03
472006.05.23 01:10buy241.001.88330.00001.9192
482006.05.23 12:00close241.001.88120.00001.9192-210.0010982.03
492006.05.29 03:15sell251.001.85960.00001.8245
502006.05.29 12:00close251.001.86370.00001.8245-410.0110572.02
512006.05.31 01:05buy261.001.88140.00001.9173
522006.05.31 11:00close261.001.87770.00001.9173-370.0010202.02
532006.06.06 08:20sell271.001.87310.00001.8380
542006.06.08 14:33t/p271.001.83800.00001.83803511.6013713.62
552006.06.14 03:30sell281.001.83510.00001.8000
562006.06.14 08:00close281.001.83770.00001.8000-259.9813453.64
572006.07.03 01:50buy291.001.84680.00001.8827
582006.07.03 18:00close291.001.84050.00001.8827-630.0012823.64
592006.07.06 01:45sell301.001.83570.00001.8006
602006.07.06 15:00close301.001.83770.00001.8006-199.9912623.65
612006.07.10 02:20buy311.001.84800.00001.8839
622006.07.10 12:00close311.001.84360.00001.8839-440.0012183.65
632006.07.13 03:10sell321.001.83470.00001.7996
642006.07.13 10:00close321.001.83950.00001.7996-480.0011703.65
652006.07.14 03:25buy331.001.84090.00001.8768
662006.07.14 04:00close331.001.84090.00001.8768-0.0111703.64
672006.07.17 00:40sell341.001.83850.00001.8034
682006.07.18 11:00close341.001.82510.00001.80341340.4013044.04
692006.07.20 21:50buy351.001.84820.00001.8841
702006.07.24 08:00close351.001.85240.00001.8841414.5913458.63
712006.07.26 01:45sell361.001.84100.00001.8059
722006.07.26 16:00close361.001.84380.00001.8059-280.0013178.63
732006.07.28 22:20buy371.001.86270.00001.8986
742006.08.03 11:00close371.001.87170.00001.8986883.8014062.43
752006.08.04 04:55buy381.001.88610.00001.9220
762006.08.07 09:00close381.001.90520.00001.92201907.3115969.74
772006.08.09 08:15sell391.001.90450.00001.8694
782006.08.09 16:00close391.001.90930.00001.8694-480.0015489.74
792006.08.11 00:45sell401.001.89420.00001.8591
802006.08.11 10:00close401.001.89520.00001.8591-99.9915389.75
812006.08.14 03:00sell411.001.89330.00001.8582
822006.08.15 15:00close411.001.89490.00001.8582-159.5915230.16
832006.08.15 22:05buy421.001.89330.00001.9292
842006.08.16 09:00close421.001.89250.00001.9292-82.7015147.46
852006.08.18 05:45sell431.001.88600.00001.8509
862006.08.18 08:00close431.001.88670.00001.8509-70.0015077.46
872006.08.21 21:05buy441.001.89410.00001.9300
882006.08.22 03:00close441.001.89070.00001.9300-342.7014734.76
892006.08.23 08:55sell451.001.88890.00001.8538
902006.08.23 10:00close451.001.89250.00001.8538-360.0014374.76
912006.08.25 04:40sell461.001.88800.00001.8529
922006.08.25 13:00close461.001.89000.00001.8529-200.0014174.76
932006.09.06 03:20sell471.001.89480.00001.8597
942006.09.12 06:00close471.001.86860.00001.85972622.4016797.16
952006.09.13 02:15buy481.001.87250.00001.9084
962006.09.15 10:00close481.001.88480.00001.90841219.2018016.36
972006.09.21 01:10buy491.001.88700.00001.9229
982006.09.25 00:00close491.001.90070.00001.92291364.6019380.96
992006.09.27 23:00sell501.001.88920.00001.8541
1002006.10.02 09:00close501.001.87270.00001.85411652.0021032.96
1012006.10.03 02:25buy511.001.88650.00001.9224
1022006.10.04 04:00close511.001.88420.00001.9224-232.7120800.25
1032006.10.09 21:15sell521.001.86750.00001.8324
1042006.10.10 09:00close521.001.86930.00001.8324-179.6020620.65
1052006.10.11 04:35sell531.001.85510.00001.8200
1062006.10.11 11:00close531.001.85810.00001.8200-300.0020320.65
1072006.10.18 02:45buy541.001.86990.00001.9058
1082006.10.18 15:00close541.001.86810.00001.9058-180.0020140.65
1092006.10.23 03:30buy551.001.88240.00001.9183
1102006.10.23 10:00close551.001.87790.00001.9183-450.0019690.65
1112006.10.30 01:10buy561.001.89600.00001.9319
1122006.10.31 10:00close561.001.89690.00001.931987.3119777.96
1132006.11.01 05:00buy571.001.90750.00001.9434
1142006.11.02 09:00close571.001.90460.00001.9434-298.1019479.86
1152006.11.06 00:10sell581.001.90140.00001.8663
1162006.11.07 03:00close581.001.90150.00001.8663-9.6019470.26
1172006.11.23 03:35buy591.001.91380.00001.9497
1182006.11.28 15:52t/p591.001.94970.00001.94973581.8923052.15
1192006.11.29 06:35buy601.001.95160.00001.9875
1202006.11.29 20:00close601.001.94580.00001.9875-579.9822472.17
1212006.12.01 00:35buy611.001.96510.00002.0010
1222006.12.01 11:00close611.001.96530.00002.001020.0022492.17
1232006.12.04 03:55buy621.001.97870.00002.0146
1242006.12.04 15:00close621.001.97480.00002.0146-390.0022102.17
1252006.12.11 08:45sell631.001.95310.00001.9180
1262006.12.11 19:00close631.001.95850.00001.9180-540.0021562.17
1272006.12.13 07:40buy641.001.96970.00002.0056
1282006.12.13 15:00close641.001.96540.00002.0056-430.0021132.17
1292006.12.18 04:35sell651.001.95440.00001.9193
1302006.12.19 08:00close651.001.94960.00001.9193480.3921612.56
1312007.01.03 00:50buy661.001.97280.00002.0087
1322007.01.03 12:00close661.001.96280.00002.0087-1000.0120612.55
1332007.01.04 04:05sell671.001.95220.00001.9171
1342007.01.08 10:00close671.001.93420.00001.91711800.8122413.36
1352007.01.16 01:15buy681.001.96330.00001.9992
1362007.01.16 16:00close681.001.96140.00001.9992-190.0022223.36
1372007.01.26 08:25sell691.001.96670.00001.9316
1382007.01.30 03:00close691.001.96450.00001.9316220.8022444.16
1392007.02.01 04:00buy701.001.96320.00001.9991
1402007.02.02 09:00close701.001.96620.00001.9991297.3022741.46
1412007.02.07 02:10buy711.001.96880.00002.0047
1422007.02.08 10:00close711.001.96680.00002.0047-208.1022533.36
1432007.02.09 00:30sell721.001.95900.00001.9239
1442007.02.12 08:00close721.001.95580.00001.9239320.4022853.76
1452007.02.23 01:25buy731.001.95640.00001.9923
1462007.02.28 09:00close731.001.95880.00001.9923231.9023085.66
1472007.03.06 01:35sell741.001.92430.00001.8892
1482007.03.06 22:00close741.001.93180.00001.8892-749.9922335.67